ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 122-307 123-017 0-030 0.1% 122-237
High 123-065 123-052 -0-013 0.0% 123-065
Low 122-307 123-012 0-025 0.1% 122-087
Close 123-045 123-012 -0-033 -0.1% 123-045
Range 0-078 0-040 -0-038 -48.7% 0-298
ATR 0-109 0-104 -0-005 -4.5% 0-000
Volume 20,299 7,966 -12,333 -60.8% 115,473
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 123-145 123-119 123-034
R3 123-105 123-079 123-023
R2 123-065 123-065 123-019
R1 123-039 123-039 123-016 123-032
PP 123-025 123-025 123-025 123-022
S1 122-319 122-319 123-008 122-312
S2 122-305 122-305 123-005
S3 122-265 122-279 123-001
S4 122-225 122-239 122-310
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 125-213 125-107 123-209
R3 124-235 124-129 123-127
R2 123-257 123-257 123-100
R1 123-151 123-151 123-072 123-204
PP 122-279 122-279 122-279 122-306
S1 122-173 122-173 123-018 122-226
S2 121-301 121-301 122-310
S3 121-003 121-195 122-283
S4 120-025 120-217 122-201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-065 122-087 0-298 0.8% 0-090 0.2% 82% False False 22,581
10 123-125 122-087 1-038 0.9% 0-099 0.3% 68% False False 28,044
20 124-047 122-087 1-280 1.5% 0-113 0.3% 41% False False 552,399
40 124-267 122-087 2-180 2.1% 0-090 0.2% 30% False False 553,498
60 124-267 122-087 2-180 2.1% 0-082 0.2% 30% False False 547,980
80 124-267 122-087 2-180 2.1% 0-079 0.2% 30% False False 565,888
100 124-267 122-087 2-180 2.1% 0-075 0.2% 30% False False 454,911
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 123-222
2.618 123-157
1.618 123-117
1.000 123-092
0.618 123-077
HIGH 123-052
0.618 123-037
0.500 123-032
0.382 123-027
LOW 123-012
0.618 122-307
1.000 122-292
1.618 122-267
2.618 122-227
4.250 122-162
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 123-032 122-318
PP 123-025 122-305
S1 123-019 122-291

These figures are updated between 7pm and 10pm EST after a trading day.

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